We examine market volatility spillover during calm and crisis periods. First, we define endogenous and exogenous market volatility: endogenous volatility refers to the early part of uncertainty in the market, while, exogenous volatility is not fully anticipated and occurs as a result of...

Introduction to the Economics of Securitazation -- Overview of Securitization and Securitized Products -- Overview of Loan Portfolio Analysis -- Incentives and the Economics of Securitization -- Problems with Securitization -- Structuring Securitized Bonds -- The Economics of Securitization...